The Stationary Marginal Distribution of a Threshold AR(1) Process (Q4828172)
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scientific article; zbMATH DE number 2118734
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| English | The Stationary Marginal Distribution of a Threshold AR(1) Process |
scientific article; zbMATH DE number 2118734 |
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The Stationary Marginal Distribution of a Threshold AR(1) Process (English)
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24 November 2004
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stationary marginal distribution
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threshold AR(1) process
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nonlinear autoregressive models
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Frobenius-Perron operator
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invariant measures
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0.8061102628707886
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0.7946667075157166
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